Create link to file on Desktop or in Folder

1. If your Mouse Has a Center Button

You just Center-Click and drag the file to where you want it to go, and when you release the center-button/wheel, a menu will pop up asking you if you want to Move, Copy, or Link the file.

Choose Link, of course.

2. If Your Mouse DOESN'T Have a Center Button

You Left-Click and drag the file to where you want it to go, but right before you release the left-button, hold down the Alt key, then release the left-button, and a menu will pop up asking you if you want to Move, Copy, or Link the file.

Choose Link, of course.

Here's a picture of what the menu looks like.

Yet another way to make a link: press Ctrl+Shift while dragging some file/folder.

So:

• Ctrl performs copy or move (that depends on location of source and destination: within the same partition object is moved, otherwise it is copied);
• Ctrl+Shift makes a link;
• Alt gives user a choice to select manually.

Also my cursor changes shape when I drag with Ctrl (shows "plus" sign) and with Ctrl+Shift (shows 2 linked rings). Dunno whether this happens with standard cursor theme.